arima 估计项1 if estimation_window==1, arima(0,1,1) //建立ARIMA(0,1,1)模型
predict 估计项1_HAT if event_window==1
但是估计的结果相差甚远,求大佬指点。
- [CODE]
- * Example generated by -dataex-. For more info, type help dataex
- clear
- input float(date 估计项1 估计项2 estimation_window event_window)
- 21840 136 43943.91 1 .
- 21841 50 10719.86 1 .
- 21842 32 8315.05 1 .
- 21843 205 106400.78 1 .
- 21844 141 50240.95 1 .
- 21845 158 46480.5 1 .
- 21846 105 29173.79 1 .
- 21847 138 51636.07 1 .
- 21848 46 10355.24 1 .
- 21849 26 7585.76 1 .
- 21850 180 99836.22 1 .
- 21851 155 49480.88 1 .
- 21852 123 54196.04 1 .
- 21853 116 38194.38 1 .
- 21854 122 41553.46 1 .
- 21855 64 11491.67 1 .
- 21856 44 10532.18 1 .
- 21857 194 97089.58 1 .
- 21858 129 46116.55 1 .
- 21859 163 57680.03 1 .
- 21860 117 37142 1 .
- 21861 126 41403.22 1 .
- 21862 41 9306.24 1 .
- 21863 31 5018.76 1 .
- 21864 198 75343.94 1 .
- 21865 147 54232.34 1 .
- 21866 134 49165.05 1 .
- 21867 114 40227.98 1 .
- 21868 146 48218.83 1 .
- 21869 37 14041.59 1 .
- 21870 35 6999.1 1 .
- 21871 189 84719.88 1 .
- 21872 150 57904.51 1 .
- 21873 151 52602.01 1 .
- 21874 104 39179.01 1 .
- 21875 144 50667.37 1 .
- 21876 51 12321.53 1 .
- 21877 28 4297.5 1 .
- 21878 198 78618.45 1 .
- 21879 108 34176.62 1 .
- 21880 131 46471.33 1 .
- 21881 105 38698.94 1 .
- 21882 121 39631.51 1 .
- 21883 66 13669.04 1 .
- 21884 20 5947.58 1 .
- 21885 178 75220.57 1 .
- 21886 133 45916.82 1 .
- 21887 127 42609.54 1 .
- 21888 134 51456.93 1 .
- 21889 133 47523.79 1 .
- 21890 40 12537.58 1 .
- 21891 25 5096.66 1 .
- 21892 185 61149.02 1 .
- 21893 148 50961.94 1 .
- 21894 154 50157 1 .
- 21895 120 36433.03 1 .
- 21896 123 44939.44 1 .
- 21897 64 20745.85 1 .
- 21898 24 4211.32 1 .
- 21899 177 73426.65 1 .
- 21900 115 42364.42 1 .
- 21901 106 36755.07 1 .
- 21902 124 31818.63 1 .
- 21903 133 37546.91 1 .
- 21904 37 9876.45 1 .
- 21905 31 6883.05 1 .
- 21906 184 86925.63 1 .
- 21907 156 47277.97 1 .
- 21908 133 50096.46 1 .
- 21909 134 44904.26 1 .
- 21910 172 47700.17 1 .
- 21911 52 16016.73 1 .
- 21912 21 3641.38 1 .
- 21913 189 83192.74 1 .
- 21914 112 39627.39 1 .
- 21915 38 6285.98 1 .
- 21916 147 43156.53 1 .
- 21917 152 50038.11 1 .
- 21918 26 4613.63 1 .
- 21919 30 5751.61 1 .
- 21920 171 64601.71 1 .
- 21921 59 15132.83 1 .
- 21922 167 60889.52 1 .
- 21923 121 32812.39 1 .
- 21924 137 41953.24 1 .
- 21925 48 14299.55 1 .
- 21926 25 5607.01 1 .
- 21927 162 81861.76 1 .
- 21928 126 38892.99 1 .
- 21929 144 42467.62 1 .
- 21930 125 42311.27 . 1
- 21931 109 39936.11 . 1
- 21932 51 8881.98 . 1
- 21933 66 18911.69 . 1
- 21934 157 61387.17 . 1
- 21935 122 39845.85 . 1
- 21936 85 22407.32 . 1
- 21937 50 14661.29 . 1
- 21938 15 5104.57 . 1
- 21939 10 2344.23 . 1
- end
- format %tdCCYY-NN-DD date
[/code]